Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,000 CHF | 9,000 CHF | 99.27% | 99.27% |
12/07/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,063 CHF | 9,013 CHF | 99.27% | 99.27% |
11/07/2024 | 36.36% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 34,775 CHF | 9,955 CHF | 99.27% | 99.27% |
10/07/2024 | 46.10% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 26,566 CHF | 8,313 CHF | 99.27% | 99.27% |
09/07/2024 | 41.08% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 29,391 CHF | 8,878 CHF | 99.27% | 99.27% |
08/07/2024 | 37.80% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 32,891 CHF | 9,578 CHF | 99.25% | 99.25% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.27% | 99.27% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.27% | 99.27% |
03/07/2024 | 31.56% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,499,890 | 300,000 | 41,079 CHF | 11,217 CHF | 99.27% | 99.27% |
02/07/2024 | 40.50% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 29,716 CHF | 8,943 CHF | 99.27% | 99.27% |